How does deepmind's Atari game AI work?
Training happens once you have a result. If the result is good (maybe you won in pong, or you improved your highscore in breakout) all the actions in the game are "supported" by backpropagation, if the result is bad, all the actions in the game are suppressed. 

This sounds weird because in each game regardless of the end result you'll have many good and bad actions, but it works if you keep it up for many thousands of games.